Anic Equity¶

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Total return since start: 0.574 %¶

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Equity now: -----------------------------> 48082.55 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46687.66 Kr¶

PnL: ---------------------------------------> -200.91 Kr¶

DD now: ---------------------------------> -1.126 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 09:11:15.657459'

Anic Portfolio¶

Today¶

Return: 0.101 %¶

This Week¶

Return: 1.155 %¶

Total¶

Return: 57.41 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2912.000000 276.000000 10.470000 2636.000010
Beijer Electronics Group 26 0.820000 3182.400000 211.400000 7.120000 2971.000006
Corem Property Group B 59 -1.630000 675.550000 98.550000 17.080000 576.999999
Boozt 12 3.120000 1747.200000 93.200000 5.630000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 -3.570000 442.400000 87.400000 24.620000 355.000000
HMS Networks 2 0.110000 718.000000 45.000000 6.690000 673.000000
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
OEM International B 7 0.770000 553.000000 25.000000 4.730000 527.999997
Intrum 4 0.370000 547.800000 20.800000 3.950000 527.000000
Coor Service Management Hold. 8 0.440000 552.000000 20.000000 3.760000 532.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 581.700000 19.700000 3.510000 562.000005
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Midsona B 63 -1.240000 601.650000 18.650000 3.200000 582.999984
Nordea Bank Abp 29 0.080000 3471.300000 17.300000 0.500000 3453.999992
Karnov Group 9 0.000000 551.700000 15.700000 2.930000 536.000004
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 -3.910000 259.440000 13.440000 5.460000 246.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 0.000000 553.920000 10.920000 2.010000 543.000000
Resurs Holding 22 -0.230000 584.540000 10.540000 1.840000 573.999998
CTEK 13 0.430000 543.920000 9.920000 1.860000 533.999999
AcadeMedia 12 0.380000 566.160000 9.160000 1.640000 557.000004
Essity B 2 0.030000 583.000000 9.000000 1.570000 574.000000
Securitas B 6 0.360000 572.160000 2.160000 0.380000 570.000000
Creaspac SPAC 6 0.000000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 -0.910000 544.500000 -1.500000 -0.270000 546.000000
Swedbank A 3 -0.400000 561.600000 -2.400000 -0.430000 564.000000
SAAB B 8 0.410000 3344.800000 -32.200000 -0.950000 3377.000000
Vivesto 1368 1.990000 560.880000 -52.120000 -8.500000 612.999432
International Petroleum Corp. 5 1.030000 540.500000 -54.070000 -9.090000 594.565215
Sampo Oyj SDB 7 -0.180000 3787.000000 -63.000000 -1.640000 3850.000000
Axfood 13 0.580000 3601.000000 -155.000000 -4.130000 3756.000001
OX2 18 -0.240000 1499.400000 -164.600000 -9.890000 1663.999992
Fasadgruppen Group 35 0.000000 3430.000000 -381.000000 -10.000000 3810.999990
Ovzon 52 -1.550000 2964.000000 -398.000000 -11.840000 3361.999992
TOTAL 46688.320000 -200.250000 -1.12458% 46888.564618

Updated:¶

'2023-01-17 09:10:05.825650'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶